What is a good way of identifying volatile positions for a checkers game?
When combatting the horizon affect, you want to consider any short term actions that will greatly affect your position evaluation. Thus, in addition to captures, you will also want to include:

When the opponent can make a king next move
When the current player can make a king next move
When the only legal moves left will lead to capture the turn after for the opponent
When the only legal moves left will lead to capture the turn after for the current player

3 and 4 are commonly called Zugzwang and play a very prominent role in high level checkers, but may be a bit more difficult to implement. However, they will contribute perhaps most of all when combatting the horizon affect.